gblaepfit(1)
Fit a less asymmetric power exponential density
Description
GBLAEPFIT
NAME
gblaepfit - Fit a less asymmetric power exponential density
SYNOPSIS
gblaepfit [options] [files]
DESCRIPTION
Fit skewed power exponential density. Read from files or from standard input
Options: -O output type (default 0)
|
0 |
parameter bl br a m and log-likelihood | ||
|
1 |
the estimated distribution function computed on the provided points | ||
|
2 |
the estimated density function computed on the provided points | ||
|
-x |
set initial conditions bl,br,a,m (default 2,2,1,1,0) | ||
|
-m |
the mode is not estimated but is set to the value provided | ||
|
-s |
number of intervals to explore at each iteration (default 10) | ||
|
-V |
verbosity level (default 0) | ||
|
0 |
just the final result | ||
|
1 |
intermediate steps results | ||
|
2 |
intermediate steps internals | ||
|
3+ |
details of optim. routine | ||
|
-M |
active estimation steps. The value is the sum of (default 1) | ||
|
0 |
no optimization | ||
|
1 |
global and local optimization | ||
|
-G |
set global optimization options. Fields are step,tol,iter,eps,msize,algo. Empty field implies default (default .1,1e-2,100,1e-3,1e-5,2) | ||
|
-I |
set local optimization options. Fields are step,tol,iter,eps,msize,algo. Empty field implies default (default .01,1e-3,200,1e-3,1e-5,2) |
The optimization parameters are step initial step size of the searching algorithm
|
tol |
line search tolerance iter: maximum number of iterations | ||
|
eps |
gradient tolerance : stopping criteria ||gradient||<eps | ||
|
msize |
simplex max size : stopping criteria ||max edge||<msize | ||
|
algo |
optimization methods: 0 Fletcher-Reeves, 1 Polak-Ribiere, 2 Broyden-Fletcher-Goldfarb-Shanno, 3 Steepest descent, 4 Nelder-Mead simplex, 5 Broyden-Fletcher-Goldfarb-Shanno ver.2 6 Nelder-Mead simplex ver. 2, 7 Nelder-Mead simplex rnd init. |
EXAMPLES
gblaepfit -m 1 <file
estimate bl,br,a with m=1
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <gbutils@googlegroups.com>
Package home page <http://cafim.sssup.it/˜giulio/software/gbutils/index.html>
COPYRIGHT
Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.